Title :
A path-following method for solving BMI problems in control
Author :
Hassibi, Arash ; How, Jonathan ; Boyd, Stephen
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
Abstract :
We present a path-following (homotopy) method for (locally) solving bilinear matrix inequality (BMI) problems in control. The method is to linearize the BMI using a first order perturbation approximation, and then iteratively compute a perturbation that “slightly” improves the controller performance by solving a semidefinite program. This process is repeated until the desired performance is achieved, or the performance cannot be improved any further. While this is an approximate method for solving BMIs, we present several examples that illustrate the effectiveness of the approach
Keywords :
closed loop systems; feedback; linear systems; mathematical programming; matrix algebra; robust control; bilinear matrix inequality; closed loop systems; feedback; iterative method; linear time invariant systems; low authority control; path-following; perturbation approximation; robust control; semidefinite programming; Control systems; Damping; Force control; Information systems; Laboratories; Linear matrix inequalities; Linear programming; Los Angeles Council; Nonlinear control systems; Open loop systems;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.783595